| Description |
xv, 167 pages ; 22.5 cm |
| Series |
Centre for the Study of Emerging Markets series |
|
Centre for the Study of Emerging Markets series.
|
| Contents |
1. Introduction / Sima Motamen-Samadian -- 2. Risky production and hedging in emerging markets / Octave Jokung -- 3. An analytical study of option Greeks on derivative markets in India / Devendra G. Kodwani -- 4. Global asset allocation : risk and return trade-off on emerging stockmarkets / Mohamed Derrabi and Michel Leseure -- 5. Random walk in emerging markets : a case study of the Karachi Stock Exchange / Orla Gough and Ali Malik -- 6. Insiders' market timing and real activity : evidence from an emerging market / Tomasz Piotr Wisniewski -- 7. Trading risk management : practical applications to emerging markets / Mazin A. M. Al Janabi -- 8. Values at risk : does it work in emerging markets? / Chuntao Yu, Bob Davidson and Mohamed Nurullah |
| Summary |
"This book provides a thorough analysis of risk management in emerging markets. Each chapter assesses the extent to which investors might be affected by specific risks of emerging markets, and how they can manage them. The studies cover a range of different countries, including India, Pakistan, Poland and Morocco, as well as numerous other emerging and developed markets that might be included in a portfolio of global assets. The authors highlight the risk associated with each market and identify the most appropriate model specifications that should be used in managing risks in those markets. The empirical studies provide interesting results that have important implications for pricing of the securities and the strategies that should be adopted by investors |
|
The book will be extremely useful for all those who ware working on risk management in emerging economies, in particular fund managers, researchers in universities and financial institutions, as well as regulatory and supervisory authorities in emerging markets."--BOOK JACKET |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Risk management -- Developing countries.
|
|
Securities -- Developing countries.
|
|
Asset-liability management -- Developing countries.
|
| Author |
Motamen-Samadian, Sima.
|
| LC no. |
2005047311 |
| ISBN |
1403991537 |
|
